+615.0%
F vs CDE
-89.5%
+704.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | +5.3% | +0.5% | +4.8% | +5.3% |
| 30D | +4.6% | +21.9% | -17.3% | +3.0% |
| 3M | -3.7% | +14.9% | -18.6% | -5.0% |
| 6M | +16.8% | -10.5% | +27.3% | +16.9% |
| YTD | +15.3% | +19.3% | -4.0% | +12.6% |
| 1Y | +31.0% | +50.8% | -19.8% | +25.2% |
| 3Y | +45.4% | +782.3% | -736.9% | +19.6% |
| 5Y | +54.7% | +191.7% | -137.0% | +33.5% |
| 10Y | +98.2% | +57.6% | +40.6% | +66.4% |
| All | +615.0% | -89.5% | +704.5% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling